mirror of
https://github.com/ClickHouse/ClickHouse.git
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65 lines
2.3 KiB
Python
65 lines
2.3 KiB
Python
#!/usr/bin/env python3
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import os
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import sys
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from scipy import stats
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import pandas as pd
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import numpy as np
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CURDIR = os.path.dirname(os.path.realpath(__file__))
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sys.path.insert(0, os.path.join(CURDIR, "helpers"))
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from pure_http_client import ClickHouseClient
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def test_and_check(name, a, b, t_stat, p_value):
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client = ClickHouseClient()
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client.query("DROP TABLE IF EXISTS mann_whitney;")
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client.query(
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"CREATE TABLE mann_whitney (left Float64, right UInt8) ENGINE = Memory;"
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)
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client.query(
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"INSERT INTO mann_whitney VALUES {};".format(
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", ".join(["({},{}), ({},{})".format(i, 0, j, 1) for i, j in zip(a, b)])
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)
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)
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real = client.query_return_df(
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"SELECT roundBankers({}(left, right).1, 16) as t_stat, ".format(name)
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+ "roundBankers({}(left, right).2, 16) as p_value ".format(name)
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+ "FROM mann_whitney FORMAT TabSeparatedWithNames;"
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)
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real_t_stat = real["t_stat"][0]
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real_p_value = real["p_value"][0]
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assert abs(
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real_t_stat - np.float64(t_stat) < 1e-2
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), "clickhouse_t_stat {}, scipy_t_stat {}".format(real_t_stat, t_stat)
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assert (
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abs(real_p_value - np.float64(p_value)) < 1e-2
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), "clickhouse_p_value {}, scipy_p_value {}".format(real_p_value, p_value)
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client.query("DROP TABLE IF EXISTS mann_whitney;")
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def test_mann_whitney():
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rvs1 = np.round(stats.norm.rvs(loc=1, scale=5, size=500), 5)
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rvs2 = np.round(stats.expon.rvs(scale=0.2, size=500), 5)
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s, p = stats.mannwhitneyu(rvs1, rvs2, alternative="two-sided")
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test_and_check("mannWhitneyUTest", rvs1, rvs2, s, p)
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test_and_check("mannWhitneyUTest('two-sided')", rvs1, rvs2, s, p)
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equal = np.round(stats.cauchy.rvs(scale=5, size=500), 5)
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s, p = stats.mannwhitneyu(equal, equal, alternative="two-sided")
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test_and_check("mannWhitneyUTest('two-sided')", equal, equal, s, p)
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s, p = stats.mannwhitneyu(equal, equal, alternative="less", use_continuity=False)
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test_and_check("mannWhitneyUTest('less', 0)", equal, equal, s, p)
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rvs1 = np.round(stats.cauchy.rvs(scale=10, size=65536), 5)
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rvs2 = np.round(stats.norm.rvs(loc=0, scale=10, size=65536), 5)
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s, p = stats.mannwhitneyu(rvs1, rvs2, alternative="greater")
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test_and_check("mannWhitneyUTest('greater')", rvs1, rvs2, s, p)
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if __name__ == "__main__":
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test_mann_whitney()
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print("Ok.")
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